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SiriusPoint Ltd. SPNT

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Market datapartial · fetched 2026-10-22T18:32:51.602Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:32:38.808251284Z

FundamentalsAlpha Vantage · unavailable

Share price$25.98
1D+0.7%
$25.75$25.85$25.94$26.03$26.135:30 AM6:30 AM9:00 AM1:00 PMSPNT
Sold putSold call

SiriusPoint Ltd. options

Live interpolated SPNT call and put midpoint premiums by absolute delta.SiriusPoint Ltd.$0.22$1.58$2.94$4.30$5.65$21.98$23.97$25.96$27.95$29.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPNT spot · $25.98SPNT PRICE$0.40$0.50$0.60$0.70$0.81$0.91$1.01$1.12$1.22$1.32$1.43$3.10$5.26$0.37$0.47$0.57$0.79$1.18$1.56$1.94$2.32$2.70$3.08$3.46$3.84$4.22
PutsExpensive1.78×
CallsExpensive1.62×
SkewBearish+0.57 pp
Implied moveBearish±$2.95
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9151.8%16.6%23.5042.6%11.0%
25Δ29.4349.5%15.2%24.0940.6%9.1%
30Δ28.9547.3%13.7%24.6738.6%7.2%
35Δ28.4745.0%12.3%25.2338.2%5.9%
40Δ27.9942.7%10.8%25.7539.7%5.4%
45Δ27.5140.4%9.4%26.2741.2%4.9%
50Δ27.0338.1%7.9%26.7842.8%4.4%
55Δ26.5535.8%6.5%27.3044.3%3.8%
60Δ26.0733.6%5.0%27.8245.9%3.3%
65Δ25.5931.3%3.6%28.3447.4%2.8%
70Δ25.1129.0%2.1%28.8548.9%2.2%
75Δ23.3347.8%1.7%29.3750.5%1.7%
80Δ21.1573.0%1.7%29.8952.0%1.2%

20Δ

Calls
Pseudo strike
29.91
IV
51.8%
B/E move
16.6%
Puts
Pseudo strike
23.50
IV
42.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
29.43
IV
49.5%
B/E move
15.2%
Puts
Pseudo strike
24.09
IV
40.6%
B/E move
9.1%

30Δ

Calls
Pseudo strike
28.95
IV
47.3%
B/E move
13.7%
Puts
Pseudo strike
24.67
IV
38.6%
B/E move
7.2%

35Δ

Calls
Pseudo strike
28.47
IV
45.0%
B/E move
12.3%
Puts
Pseudo strike
25.23
IV
38.2%
B/E move
5.9%

40Δ

Calls
Pseudo strike
27.99
IV
42.7%
B/E move
10.8%
Puts
Pseudo strike
25.75
IV
39.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
27.51
IV
40.4%
B/E move
9.4%
Puts
Pseudo strike
26.27
IV
41.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
27.03
IV
38.1%
B/E move
7.9%
Puts
Pseudo strike
26.78
IV
42.8%
B/E move
4.4%

55Δ

Calls
Pseudo strike
26.55
IV
35.8%
B/E move
6.5%
Puts
Pseudo strike
27.30
IV
44.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
26.07
IV
33.6%
B/E move
5.0%
Puts
Pseudo strike
27.82
IV
45.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
25.59
IV
31.3%
B/E move
3.6%
Puts
Pseudo strike
28.34
IV
47.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
25.11
IV
29.0%
B/E move
2.1%
Puts
Pseudo strike
28.85
IV
48.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
23.33
IV
47.8%
B/E move
1.7%
Puts
Pseudo strike
29.37
IV
50.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
21.15
IV
73.0%
B/E move
1.7%
Puts
Pseudo strike
29.89
IV
52.0%
B/E move
1.2%

Options history

No recorded observations